+1,437.5%
MRVL vs CBRE
+2,028.3%
-590.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.6% |
| 7D | -10.2% | -0.5% | -9.7% | -10.0% |
| 30D | -43.9% | +3.1% | -47.0% | -44.8% |
| 3M | -26.0% | -6.4% | -19.6% | -25.1% |
| 6M | -9.2% | -7.9% | -1.3% | -8.7% |
| YTD | +82.0% | -16.2% | +98.2% | +86.9% |
| 1Y | +65.9% | -11.2% | +77.1% | +67.5% |
| 3Y | +185.0% | +83.4% | +101.6% | +131.4% |
| 5Y | +121.5% | +28.4% | +93.0% | +102.0% |
| 10Y | +1,224.2% | +386.8% | +837.4% | +720.8% |
| All | +1,437.5% | +2,028.3% | -590.8% | +233.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling